[Binance][Streaming] access to the raw OrderBookUpdate stream (i.e. binance depthUpdate) #4049
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
…he binance raw OrderBookUpdates stream (i.e. depthUpdates)
kpe
changed the title
…e binance raw OrderBookUpdates stream (i.e. depthUpdates)
earce
reviewed
May 4, 2021
| col.put(price, qty); | ||
| }; | ||
|
|
||
| TreeMap<BigDecimal, BigDecimal> bids = new TreeMap<>((k1, k2) -> -k1.compareTo(k2)); |
There was a problem hiding this comment.
I believe there is a reverseOrder or built-in for this comparator you can use
|
any progress on this PR? if not I will have to close it |
|
hi. |
# for free
to join this conversation on GitHub.
Already have an account?
# to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Hi,
I would like to store locally to a file some raw stream data from binance like
depthUpdateandaggTrade. While theBinanceStreamingMarketDataServiceprovides agetRawTrades()there is nogetRawOrderBookUpdates().I have prepared a patch, but as I'm new to the project, I hope someone can take a look.